Modelling in separate pieces VS one object
The best way to go about it is to keep it all as one mesh, that the way most pros do it and it prevents your scene from getting to cluttered
If you like to be able to have all your objects separate Keep them all together in one object and then separate them inside edit mode. However Do not have one object for your scene. a good scene can have anywhere from 3(for a object display) or 1000(for a simulation)

Also if you want to learn a bit about photo realism, go check out Andrew Prices blenderguru.com them website is really heavy but they have a lot of good tips as to how you can make something realistic